4

Optimal control by random sequences with constraints

Year:
1991
Language:
english
File:
PDF, 207 KB
english, 1991
5

A New Martingale Representation Theorem (Discrete Time)

Year:
2004
Language:
english
File:
PDF, 185 KB
english, 2004
10

Extremal measures and hedging in American options

Year:
2016
Language:
english
File:
PDF, 336 KB
english, 2016
11

The Optimal Control of Discounted Markov Processes with Infinite Horizon

Year:
1986
Language:
english
File:
PDF, 906 KB
english, 1986